+0.8%
META vs ON
+41.6%
-40.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +2.9% | -5.8% | +8.7% | +3.3% |
| 30D | -15.1% | -17.1% | +2.0% | -14.0% |
| 3M | +7.2% | -11.8% | +19.0% | +8.1% |
| 6M | +3.4% | -30.2% | +33.6% | +5.4% |
| YTD | -4.3% | +31.6% | -35.9% | -10.1% |
| 1Y | +0.8% | +47.6% | -46.8% | -6.5% |
| All | +0.8% | +41.6% | -40.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling